CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 14-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2011 |
14-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5906 |
1.6000 |
0.0094 |
0.6% |
1.6017 |
| High |
1.6059 |
1.6000 |
-0.0059 |
-0.4% |
1.6101 |
| Low |
1.5906 |
1.5875 |
-0.0031 |
-0.2% |
1.5885 |
| Close |
1.6042 |
1.5873 |
-0.0169 |
-1.1% |
1.6042 |
| Range |
0.0153 |
0.0125 |
-0.0028 |
-18.3% |
0.0216 |
| ATR |
0.0115 |
0.0118 |
0.0004 |
3.3% |
0.0000 |
| Volume |
196 |
64 |
-132 |
-67.3% |
301 |
|
| Daily Pivots for day following 14-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6291 |
1.6207 |
1.5942 |
|
| R3 |
1.6166 |
1.6082 |
1.5907 |
|
| R2 |
1.6041 |
1.6041 |
1.5896 |
|
| R1 |
1.5957 |
1.5957 |
1.5884 |
1.5937 |
| PP |
1.5916 |
1.5916 |
1.5916 |
1.5906 |
| S1 |
1.5832 |
1.5832 |
1.5862 |
1.5812 |
| S2 |
1.5791 |
1.5791 |
1.5850 |
|
| S3 |
1.5666 |
1.5707 |
1.5839 |
|
| S4 |
1.5541 |
1.5582 |
1.5804 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6657 |
1.6566 |
1.6161 |
|
| R3 |
1.6441 |
1.6350 |
1.6101 |
|
| R2 |
1.6225 |
1.6225 |
1.6082 |
|
| R1 |
1.6134 |
1.6134 |
1.6062 |
1.6180 |
| PP |
1.6009 |
1.6009 |
1.6009 |
1.6032 |
| S1 |
1.5918 |
1.5918 |
1.6022 |
1.5964 |
| S2 |
1.5793 |
1.5793 |
1.6002 |
|
| S3 |
1.5577 |
1.5702 |
1.5983 |
|
| S4 |
1.5361 |
1.5486 |
1.5923 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6101 |
1.5875 |
0.0226 |
1.4% |
0.0123 |
0.8% |
-1% |
False |
True |
69 |
| 10 |
1.6101 |
1.5873 |
0.0228 |
1.4% |
0.0111 |
0.7% |
0% |
False |
False |
48 |
| 20 |
1.6120 |
1.5611 |
0.0509 |
3.2% |
0.0111 |
0.7% |
51% |
False |
False |
45 |
| 40 |
1.6120 |
1.5267 |
0.0853 |
5.4% |
0.0101 |
0.6% |
71% |
False |
False |
40 |
| 60 |
1.6467 |
1.5267 |
0.1200 |
7.6% |
0.0068 |
0.4% |
51% |
False |
False |
28 |
| 80 |
1.6503 |
1.5267 |
0.1236 |
7.8% |
0.0053 |
0.3% |
49% |
False |
False |
21 |
| 100 |
1.6503 |
1.5267 |
0.1236 |
7.8% |
0.0042 |
0.3% |
49% |
False |
False |
17 |
| 120 |
1.6503 |
1.5267 |
0.1236 |
7.8% |
0.0035 |
0.2% |
49% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6531 |
|
2.618 |
1.6327 |
|
1.618 |
1.6202 |
|
1.000 |
1.6125 |
|
0.618 |
1.6077 |
|
HIGH |
1.6000 |
|
0.618 |
1.5952 |
|
0.500 |
1.5938 |
|
0.382 |
1.5923 |
|
LOW |
1.5875 |
|
0.618 |
1.5798 |
|
1.000 |
1.5750 |
|
1.618 |
1.5673 |
|
2.618 |
1.5548 |
|
4.250 |
1.5344 |
|
|
| Fisher Pivots for day following 14-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5938 |
1.5967 |
| PP |
1.5916 |
1.5936 |
| S1 |
1.5895 |
1.5904 |
|